Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems

https://digital.library.unt.edu/ark:/67531/metadc891681/m2/1/high_res_d/886897.pdf

Survey of sampling-based methods for uncertainty and sensitivity analysis

Uncertainty and sensitivity analysis techniques for use in performance assessment for radioactive waste disposal

The following techniques for uncertainty and sensitivity analysis are briefly summarized: Monte Carlo analysis, differential analysis, response surface methodology, Fourier amplitude sensitivity test, Sobol’ variance decomposition, and fast probability integration. Desirable features of Monte Carlo analysis in conjunction with Latin hypercube sampling are described in discussions of the following topics: (i) properties of random, stratified and Latin hypercube sampling, (ii) comparisons of random and Latin hypercube sampling, (iii) operations involving Latin hypercube sampling (i.e. correlation control, reweighting of samples to incorporate changed distributions, replicated sampling to test reproducibility of results), (iv) uncertainty analysis (i.e. cumulative distribution functions, complementary cumulative distribution functions, box plots), (v) sensitivity analysis (i.e. scatterplots, regression analysis, correlation analysis, rank transformations, searches for nonrandom patterns), and (vi) analyses involving stochastic (i.e. aleatory) and subjective (i.e. epistemic) uncertainty. Published by Elsevier Science Ltd.

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Latin Hypercube Sampling and the Propagation of Uncertainty in Analyses of Complex Systems

Singular perturbations and time-scale methods in control theory: Survey 1976-1983

The author stresses that this book is written at a basic introductory level: accordingly, the book neither contains a rigorous treatment of the covered theory, nor is the covered theory chosen at a level other than the fundamental concepts of sensitivity theory. It is the reviewer's opinion that the author has accomplished his aims: thus he has written an introductory textbook on sensitivity theory which both covers the fundamentals of the theory and provides a guided entry to more advanced theory and to research. Indeed, it is the reviewer's personal experience [2] that the existence of this textbook, enfolding a unified set of definitions and a unified set of terminologies, can both facilitate subsequent research in sensitivity and enable it to be conducted in a smoother less disjointed way than in the past. Relative to the importance of sensitivity theory, it is to be recalled that in system identification, and therefore in the control domain, there exists

M. Eslami

Papers

Introduction to system sensitivity theory